+877.2%
DECK vs TD
+302.2%
+575.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.8% |
| 7D | +5.8% | -1.7% | +7.4% | +6.9% |
| 30D | +7.9% | +8.2% | -0.4% | +2.8% |
| 3M | -11.4% | +1.7% | -13.1% | -12.6% |
| 6M | -16.6% | +14.2% | -30.8% | -23.5% |
| YTD | -16.4% | +32.8% | -49.1% | -30.1% |
| 1Y | +8.6% | +55.5% | -46.8% | -17.6% |
| 3Y | -15.1% | +129.6% | -144.7% | -50.4% |
| 5Y | +22.9% | +102.2% | -79.3% | -22.4% |
| All | +877.2% | +302.2% | +575.0% | +339.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling